+114.5%
OKLO vs MAS
+67.0%
+47.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.6% | -11.5% | -8.0% |
| 7D | -18.4% | +14.2% | -32.6% | -23.1% |
| 30D | -38.5% | +26.8% | -65.3% | -44.6% |
| 3M | -48.9% | +13.1% | -62.1% | -51.6% |
| 6M | -67.8% | +27.9% | -95.7% | -71.0% |
| YTD | -69.2% | +38.7% | -107.8% | -73.0% |
| 1Y | -80.3% | +40.4% | -120.7% | -82.8% |
| All | +114.5% | +67.0% | +47.6% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling